Vladislav Semerikov

About Vladislav Semerikov

I am an economist and quantitative finance professional specializing in financial, economic, and risk modeling. My background combines deep technical expertise in econometrics, credit risk, interest rate modeling, and machine learning with a strong understanding of how financial markets and economic systems operate. I hold a Ph.D. in Economics and have over five years of experience in financial forecasting, asset valuation, mortgage risk analytics, and macroeconomic research. My work centers on building analytical frameworks that improve decision-making in complex and uncertain environments.My professional experience includes serving as a Research Economist at the Bank of Russia, where I developed advanced forecasting models for key macroeconomic indicators such as inflation, GDP, and country-level risk premiums. I worked closely with policymakers and research teams to deliver data-driven insights that informed monetary policy and financial-stability assessments.At Freddie Mac, I specialize in quantitative analytics and enterprise-risk modeling, contributing expertise in model development, performance assessment, and model-risk governance. My work spans credit risk modeling, interest-rate risk, capital markets analytics, and loss-forecasting frameworks such as CECL, DFAST, and CCAR. I collaborate cross-functionally with risk, modeling, and capital markets teams to strengthen risk management capabilities and enhance analytical rigor across the organization.Technical proficiency is central to my work. I bring advanced experience with Python, MATLAB, R, SAS, and modern machine learning techniques, along with strong foundations in time-series analysis, statistical modeling, and valuation methods. My research has been presented at academic conferences and focuses on bridging economic theory, financial modeling, and applied quantitative methods.Outside of work, I am passionate about theoretical physics, general relativity, macroeconomics, mentoring students, and sharing insights on topics such as inflation, monetary policy, and financial markets. I welcome connections with professionals interested in quantitative finance, risk management, applied economics, and collaborative research.

Experience

1. Quantitative Analytics Senior

   Freddie Mac

   Aug 2024 — Present · McLean, VA, US

   I am Lead Analyst responsible for development, performance assessment, and risk oversight of Freddie Mac\'s core Credit Risk and Interest Rate models. My work supports capital market activities, loan acquisition decisions, enterprise risk management, and regulatory expectations. Experience includes:Credit Risk Models- Loan Prospector (LP): mortgage credit-scoring model supporting loan-level underwriting decisions in alignment with credit policy- Freddie Mac Alternative Credit Summary (FACS): ML-based alternative to FICO, summarizing borrower credit-file information with improved predictive power- Forecast of Credit Risk and Severity (FOCAS): estimating expected default costs in support of portfolio-level credit-risk analytics.Interest Rate Models- Two-Factor Interest Rate Model: valuation of interest-sensitive derivatives, e.g. MBS & CDO, and simulation of interest rate paths for downstream models- Derivative Valuation Model: pricing framework for agency debt issuances and a broad range of derivatives, i.e. swaps, swaptions etc- Prepayment Model: forecasts borrower prepayment behavior for liability management, securities trading, and credit-loss projections.

Education

• Penn State University

  Doctor of Philosophy - PhD, Economics

  2019 — 2024

• Higher School of Economics

  Bachelor of Science - BS, Economics

  2015 — 2019